My name is the Arabic form of Jesus. I wish I did not have a name with such strong religious connotations but it is what it is.
I'd say your name means what you want it to mean. If you wish to be linked to a saint, a martyr, or such, fine. If you choose to keep the name but reject others' associations, who is better qualified than you? If you'd feel better with a different name -- my granddaughter Amelia just switched, at 14, to Alex to show her sexual feelings -- pick one you'll enjoy having and go for it. But please don't feel that you have to accept any connotation your parents, or others, put on you. Who you are, and what you are called, should be your own free choice. Best wishes.
I can remember both Seth Andrews and Matt Dillahunty catching flack for having biblical names. I think both their responses amounted to little more than: "So F***ing What?!?"
Names are labels and eminently alterable, sometimes even without going through government channels. You don't like your name? CHANGE IT!